Morita Hldgs Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.90% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1490 | 6.04 | |
| 0.1002 | 8.29 | |
| 0.8127 | 37.58 | |
| 0.1615 | 7.53 | |
| -0.2403 | -7.70 | |
| 0.1286 | 6.06 | |
| -0.0750 | -3.73 | |
| 0.0401 | 1.79 | |
| -0.0272 | -1.01 | |
| 0.0331 | 0.99 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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